ETASbootstrap: Bootstrap Confidence Interval Estimation for 'ETAS' Model
Parameters
The 2-D spatial and temporal Epidemic Type Aftershock Sequence ('ETAS') Model is
widely used to 'decluster' earthquake data catalogs. Usually, the calculation of standard
errors of the 'ETAS' model parameter estimates is based on the Hessian matrix derived from
the log-likelihood function of the fitted model. However, when an 'ETAS' model is fitted to
a local data set over a time period that is limited or short, the standard errors based on
the Hessian matrix may be inaccurate. It follows that the asymptotic confidence intervals
for parameters may not always be reliable. As an alternative, this package allows for the
construction of bootstrap confidence intervals based on empirical quantiles for the parameters
of the 2-D spatial and temporal 'ETAS' model. This version improves on Version 0.1.0 of the
package by enabling the study space window (renamed 'study region') to be polygonal rather
than merely rectangular. A Japan earthquake data catalog is used in a second example to
illustrate this new feature.
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[aut],
Christian Genest